+7.6%
GAP vs NTRS
+93.2%
-85.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.1% |
| 7D | -4.1% | +1.4% | -5.5% | -5.1% |
| 30D | +6.2% | -0.7% | +6.9% | +6.7% |
| 3M | -0.7% | +11.3% | -12.0% | -8.8% |
| 6M | -7.1% | +35.5% | -42.7% | -26.7% |
| YTD | -14.1% | +40.6% | -54.7% | -34.2% |
| 1Y | -8.5% | +49.2% | -57.7% | -33.2% |
| 3Y | +115.4% | +167.2% | -51.9% | -1.6% |
| All | +7.6% | +93.2% | -85.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling